I installed Ubuntu 12.10 with Wubi using a pen drive as a data file (I just copied wubi and ubuntu iso) and it works pretty fine.
I tried many times to simply click on the iso and install, also recording it in a disk, but I get the "Unable to find a medium containing a live file system" error. That's why I used the wubi. But now I want to get rid of windows xp but I don't know how. Help, please? Is there any other way to get ubuntu without windows? I can use a usb, but I'm afraid of that error again. Please, help!

You can't use this method Using a cd/DVD because there is no program in windows xp to properly burn the ISO to cd/DVD. I suggest finding an ISO burner from the Internet. (Although I would not recommend)